Morris Vs Sobol Method Global Sensitivity analysis

[ChrisRackauckas]

@ANasc

I’ve been comparing Morris and eFAST lately (eFAST computes sobol indices in a more efficient way) and I’ve found that like you say most parameters are ranked roughly the same but a few parameters are completely the opposite. If you have the computing capacity to calculate the Sobol indices until they stabilize then I would suggest going with those and ignoring the Morris results. I also found that Morris is fairly inconsistent from one run to the next, even with a lot of samples. eFAST gives the same thing everytime if N is high enough.

Satielli gave a really nice talk at the ISoP QSP SIG that describes exactly why this occurs. It’s just a fact of the Morris method. It’s quick but unreliable. There are some diagnostics you could use to figure out when it might be reliable, but in general there’s a probability that it can be junk. What it computes is just not rigorously defined like Sobol indices are .